+70.0%
XLE vs PM
+150.4%
-80.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +5.4% | +0.5% | +4.9% | +5.4% |
| 30D | -3.9% | -3.2% | -0.7% | -3.7% |
| 3M | +7.0% | +6.2% | +0.8% | +6.5% |
| 6M | +14.2% | +7.7% | +6.5% | +13.4% |
| YTD | +48.2% | +27.3% | +20.9% | +45.1% |
| 1Y | +47.7% | +32.8% | +14.9% | +44.2% |
| 3Y | +70.0% | +150.0% | -80.0% | +48.2% |
| All | +70.0% | +150.4% | -80.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling